Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
| Year of publication: |
2001
|
|---|---|
| Authors: | Boulier, Jean-Francois ; Huang, ShaoJuan ; Taillard, Gregory |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 28.2001, 2, p. 173-189
|
| Publisher: |
Elsevier |